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In this paper we consider the problem of computing the stationary distribution of nearly completely decomposable Markov processes, a well-established area in the classical theory of Markov processes with broad applications in the design,…
We study a spatial Markovian particle system with pairwise coagulation, a spatial version of the Marcus--Lushnikov process: according to a coagulation kernel $K$, particle pairs merge into a single particle, and their masses are united. We…
We study time-changed Markov processes to speed up the convergence of Markov chain Monte Carlo (MCMC) algorithms. The time-changed process is defined by adjusting the speed of time of a base process via a user-chosen, state-dependent…
For a series of Markov processes we prove stochastic duality relations with duality functions given by orthogonal polynomials. This means that expectations with respect to the original process (which evolves the variable of the orthogonal…
It is argued that continuum realisations of distributions of collisionless charged particles should accommodate a dynamically evolving number of electric currents even if the continuum is composed of only one species of particle, such as…
We present a systematic way to analyze and model systems having many characteristic time-scales. The method we propose is employed for a test-case of a meandering jet model manifesting chaotic tracer dispersion with long time-correlations.…
We analyze the dynamics of particles in two dimensions with constant speed and a stochastic switching angle dynamics defined by a correlated dichotomous Markov process (telegraph noise) plus Gaussian white noise. We study various cases of…
Spatial birth-and-death processes with time dependent rates are obtained as solutions to certain stochastic equations. The existence, uniqueness, uniqueness in law and the strong Markov property of unique solutions are proven when the…
Contact charging between insulators is one of the most basic, yet least well understood, of physical processes. For example we have no clear theory for how insulators recruit enough charge carriers to deposit charge but not enough to…
The theory of linear stochastic thermodynamics is developed for periodically driven systems in contact with a single reservoir. Appropriate thermodynamic forces and fluxes are identified, starting from the entropy production for a Markov…
Single particle dynamics in electron microscopes, ion or electron lithographic instruments, particle accelerators, and particle spectrographs is described by weakly nonlinear ordinary differential equations. Therefore, the linear part of…
This paper studies continuous-time Markov decision processes under the risk-sensitive average cost criterion. The state space is a finite set, the action space is a Borel space, the cost and transition rates are bounded, and the…
The residual atmospheric drag on satellites in Very Low Earth Orbit (VLEO) has been recognized as a limiting factor for satellite lifetimes. This work focuses on one component of the drag, i.e., the ionospheric drag from charged particles,…
This paper considers the optimal control of time varying continuous time Markov chains whose transition rates are themselves Markov processes. In one set of problems the solution of an ordinary differential equation is shown to determine…
A stochastic approach for charge transport in diodes is developed in consistency with the laws of electricity, thermodynamics, and microreversibility. In this approach, the electron and hole densities are ruled by diffusion-reaction…
In this paper we present a novel particle method for the Vlasov--Poisson equation. Unlike in conventional particle methods, the particles are not interpreted as point charges, but as point values of the distribution function. In between the…
In this work, we present a general method to establish properties of multi-dimensional continuous-time Markov chains representing stochastic reaction networks. This method consists of grouping states together (via a partition of the state…
The recently proposed Partition Theory (PT) [J.Phys.Chem.A 111, 2229 (2007)] is illustrated on a simple one-dimensional model of a heteronuclear diatomic molecule. It is shown that a sharp definition for the charge of molecular fragments…
The continuous charge density of the r^{-4} radial astroelectron is found analytically from the Maxwell-Lorentz equations. The electric charge is not a basic concept, but is the nonlinear field distribution associated with the elementary…
We prove a complete class theorem that characterizes \emph{all} stationary time reversible Markov processes whose finite dimensional marginal distributions (of all orders) are infinitely divisible. Aside from two degenerate cases (iid and…